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We study an "inner-product kernel" random matrix model, whose empirical spectral distribution was shown by Xiuyuan Cheng and Amit Singer to converge to a deterministic measure in the large $n$ and $p$ limit. We provide an interpretation of…
Consider a random planar point process whose law is invariant under planar isometries. We think of the process as a random distribution of point charges and consider the electric field generated by the charge distribution. In Part I of this…
The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $\alpha$. For this point process, we obtain 1) exponential moment…
The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…
For random $d$-regular graphs on $N$ vertices with $1 \ll d \ll N^{2/3}$, we develop a $d^{-1/2}$ expansion of the local eigenvalue distribution about the Kesten-McKay law up to order $d^{-3}$. This result is valid up to the edge of the…
We study the eigenvector mass distribution of an $N\times N$ Wigner matrix on a set of coordinates $I$ satisfying $| I | \ge c N$ for some constant $c >0$. For eigenvectors corresponding to eigenvalues at the spectral edge, we show that the…
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…
In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…
We establish bounds on the spectral radii for a large class of sparse random matrices, which includes the adjacency matrices of inhomogeneous Erd\H{o}s-R\'enyi graphs. Our error bounds are sharp for a large class of sparse random matrices.…
We investigate the properties of sparse matrix ensembles with particular regard for the spectral ergodicity hypothesis, which claims the identity of ensemble and spectral averages of spectral correlators. An apparent violation of the…
Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…
We consider the multi-point equal time height fluctuations of a one-dimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multi-layer version of the model is reduced to a…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
We prove a Central Limit Theorem for the linear statistics of two-dimensional Coulomb gases, with arbitrary inverse temperature and general confining potential, at the macroscopic and mesoscopic scales and possibly near the boundary of the…
A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…
We carry out a numerical study of fluctuations in the spectrum of regular graphs. Our experiments indicate that the level spacing distribution of a generic k-regular graph approaches that of the Gaussian Orthogonal Ensemble of random matrix…
We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…
We establish some conditions under which $\text{GL}(d,\mathbb{R})$-valued cocycles over a subshift of finite type, equipped with an equilibrium state, exhibit exponential asymptotics for the spectral radius. Specifically, we show that the…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…
Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…